+148.4%
HIMS vs EIX
+17.5%
+131.0%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.6% |
| 7D | -25.6% | +1.0% | -26.5% | -25.7% |
| 30D | -38.1% | +8.9% | -47.0% | -38.9% |
| 3M | -39.8% | -9.8% | -30.0% | -39.5% |
| 6M | -32.3% | -10.2% | -22.1% | -32.7% |
| YTD | -41.1% | +5.9% | -47.0% | -44.7% |
| 1Y | -53.4% | +10.9% | -64.3% | -57.0% |
| 3Y | +180.9% | +10.2% | +170.7% | +154.3% |
| All | +148.4% | +17.5% | +131.0% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling